Comments are copied to chat for reference and context, so those visiting the chat conversation have them available in one place. However, remember - comments are the most ephemeral things in the system - they're designed to facilitate short discussions where any useful results should be moved into the question or answer.

Comments copied to chat remain under the post so that can happen, and are (typically) flagged/marked as obsolete and removed afterwards. If we just moved them to chat, the useful bits might be overlooked and not made a part of the parent post.